Quarterly report pursuant to Section 13 or 15(d)

Private Warrants - Schedule of Fair Value Valuation of Private Warrants (Details)

v3.21.1
Private Warrants - Schedule of Fair Value Valuation of Private Warrants (Details)
Mar. 31, 2021
USD ($)
Dec. 31, 2020
USD ($)
Measurement Input, Exercise Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 27.30 13.81
Measurement Input, Share Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 37.75 23.51
Measurement Input, Expected Dividend Rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input [1] 0 0
Measurement Input, Price Volatility [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input [2] 0.40 0.400
Measurement Input, Risk Free Interest Rate [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input [3] 0.0085 0.36
Measurement Input, Expected Term [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Term [4] 4 years 8 months 26 days 4 years 11 months 26 days
Maximum [Member] | Measurement Input, Exercise Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 33.65  
Maximum [Member] | Measurement Input, Share Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 44.26  
Maximum [Member] | Measurement Input, Expected Term [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Term [4] 4 years 9 months 7 days  
Minimum [Member] | Measurement Input, Exercise Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 23.83  
Minimum [Member] | Measurement Input, Share Price [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Measurement Input 34.15  
Minimum [Member] | Measurement Input, Expected Term [Member]    
Fair Value Measurement Inputs and Valuation Techniques [Line Items]    
Warrants and Rights Outstanding, Term [4] 4 years 8 months 26 days  
[1]

We have not paid and do not currently anticipate paying a cash dividend on our common stock.
[2]

We estimated expected volatilities using stock data for select peer public companies over a timeframe similar to the expected term. We selected peer companies using our judgement and as such, expected volatility is a Level 3 input.
[3]

We estimated risk-free rates based on the expected terms using the U.S. Treasury yield curve in effect as of the valuation dates.
[4] The expected option terms are equal to the remaining contractual life of the Private Warrants at each measurement date.